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Between the devil and the deep blue sea. I am sure this rather common idiom rings a bell in your heads. Even if it doesn~{!/~}t, its meaning can be easily inferred. For the benefit of those who cannot be classified under the above two categories, I shall briefly describe it.
In short, when someone is caught between the devil and the deep blue sea, he is in a dilemma. A very unpleasant dilemma. After all, a choice between a sack of gold and a briefcase of notes isn~{!/~}t that nasty, right? In the context of ~{!0~}between the devil and the deep blue sea~{!1~}, the dilemma you are IMPLYING is that you are faced with having to make a hard choice between two situations, both with very nasty prospects. In a sense, your choice is limited, as your suffering in the end, though cannot be measured, should be similar. The devil in this case represents something evil, nasty, bad, obnoxious, terrible. The deep blue sea isn~{!/~}t that nice too. Imagine sinking to the icy seabed, with ear-splitting pressure bursting your eardrums. That too is horrible.
The idiom is synonymous with ~{!0~}between a rock and a hard place~{!1~} and ~{!0~}between Scylla and Charybdis~{!1~}. Scylla was a mythical six-headed beast whereas Charybdis was a whirlpool. Personally I~{!/~}d face the beast, at least there~{!/~}s a better chance than going against the impeccable forces of nature! Few are those who survive maelstroms anyway.
This idiom supposedly originated from the days of naval parlance, where the devil was sailors~{!/~} slang or a seam around the hull of an old sailing ship, all the way down by the waterline, and the deep blue sea is well, the deeeeep blue sea! The devil required periodic caulking with pitch (a tar-like substance) to prevent leaks, and this often had to be done at sea. A sailor was lowered over the deck to caulk, and this was a precarious position between the devil and the deep blue sea. The problem with this otherwise entirely plausible tale is that the idiom ~{!0~}between the devil and the deep blue sea~{!1~} had been used by landlubbers for at least 200 years before there was any evidence of its use at sea. Written records also confirm that the original ~{!0~}devil~{!1~} in the phrase was actually Satan.
Examples to illustrate this, quoted from S. Upendran, a columnist in India~{!/~}s National Daily include.
*The villains henchmen were close behind him, and the river in front of him was full of hungry crocodiles. Caught between the devil and the deep blue sea, Mani hesitated.
*If he marries Rita, Bala knows he will be unhappy for the rest of his life. If he doesnt marry her, his parents will be angry with him. Talk about being between the devil and the deep blue sea!